Balrog getting killed?

[obloquy]

is there any evidence that servants of evil, morgoth, sauron, can be brought back as Gandalf was?

Depends on how 'incarnate' they were. Sauron's incarnation is complicated. The Ring was Sauron's 'anchor to life', so as long as it existed, he would exist. Tolkien tells us that Morgoth, even after having been executed as an Incarnate, could still conceivably regenerate to the point of reincarnating himself.

Weren't Balrogs originally some of the Mia? or were they different beings altogether?

Yes, Balrogs were corrupted Maiar.

the balrogs are suppose to be intelligent since they were once these "good" beings. Could they speak though?

Of course they could speak.